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Sponsored Artificial Intelligence: A Modern Approach, Global Edition Artificial Intelligence: A Modern Approach, Global Edition

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Xu-Qing Lin

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Preprint Sep 2026

Uniform Inference for Parameters Identified by Conditional Quantile Restrictions

Many structural and dynamic economic models imply that key parameters are identified by conditional quantile restrictions. Building on the exponential-weighting approach of Bierens (1990) and recent advances in penalized maximum statistics for conditional moment restrictions (Chen et al., 2025), we develop a unified in...

Xu-Qing Lin, Xiao-Jun Song · 0 citations

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